+371.7%
TPR vs ITW
+198.0%
+173.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.9% |
| 7D | +6.4% | -1.6% | +8.0% | +7.8% |
| 30D | +13.8% | +8.9% | +4.8% | +4.8% |
| 3M | -16.6% | -0.9% | -15.8% | -16.2% |
| 6M | +0.7% | +16.0% | -15.3% | -13.3% |
| YTD | +5.3% | +19.4% | -14.1% | -12.2% |
| 1Y | +32.4% | +20.7% | +11.7% | +9.0% |
| 3Y | +406.4% | +33.4% | +373.0% | +271.4% |
| 5Y | +227.9% | +39.1% | +188.8% | +128.6% |
| 10Y | +371.7% | +195.3% | +176.5% | +94.3% |
| All | +371.7% | +198.0% | +173.7% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling